IDEAS home Printed from https://ideas.repec.org/a/arp/tjssrr/2018p711-717.html
   My bibliography  Save this article

Possibilities of Application of Analytical Methods on the Present Securities Market

Author

Listed:
  • Safiullin L. N.*

    (Kazan Federal University, Russia)

  • Kokh I. A.

    (Kazan Federal University, Russia)

  • Bodrov R. G.

    (Kazan Federal University, Russia)

  • Gumerov A. V.

    (Kazan Federal University, Russia)

Abstract

The most important goal of this paper is to critically examine and analyze traditional approaches to substantiating analytical decisions on the securities market and to identify those that can be effectively used to select attractive securities in modern emerging markets, taking into account the specific characteristics of these markets. The paper examines the feasibility of justifying investment decisions using the analysis of calculated characteristics of the expected yield on securities, as well as computer technical analysis. Most of the above research results are of an applied nature and can be used by investors, professional analysts, portfolio managers when assessing the expected effectiveness of investments in securities and other financial assets.

Suggested Citation

  • Safiullin L. N.* & Kokh I. A. & Bodrov R. G. & Gumerov A. V., 2018. "Possibilities of Application of Analytical Methods on the Present Securities Market," The Journal of Social Sciences Research, Academic Research Publishing Group, vol. 4(12), pages 711-717, 12-2018.
  • Handle: RePEc:arp:tjssrr:2018:p:711-717
    as

    Download full text from publisher

    File URL: https://www.arpgweb.com/pdf-files/jssr4(12)711-717.pdf
    Download Restriction: no

    File URL: https://www.arpgweb.com/journal/7/archive/12-2018/12/4
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Benton E. Gup, 2012. "Lessons Learned from Recent Financial Crises," Chapters, in: James R. Barth & Chen Lin & Clas Wihlborg (ed.), Research Handbook on International Banking and Governance, chapter 6, Edward Elgar Publishing.
    2. Malcolm Baker & Jeffrey Wurgler, 2002. "Market Timing and Capital Structure," Journal of Finance, American Finance Association, vol. 57(1), pages 1-32, February.
    3. John Y. Campbell & Robert J. Shiller, 2001. "Valuation Ratios and the Long-Run Stock Market Outlook: An Update," NBER Working Papers 8221, National Bureau of Economic Research, Inc.
    4. Malcolm Baker & Jeffrey Wurgler, 2007. "Investor Sentiment in the Stock Market," Journal of Economic Perspectives, American Economic Association, vol. 21(2), pages 129-152, Spring.
    5. Douglas T. BREEDEN, 2005. "An Intertemporal Asset Pricing Model With Stochastic Consumption And Investment Opportunities," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 3, pages 53-96, World Scientific Publishing Co. Pte. Ltd..
    6. Jackwerth, Jens Carsten & Rubinstein, Mark, 1996. "Recovering Probability Distributions from Option Prices," Journal of Finance, American Finance Association, vol. 51(5), pages 1611-1632, December.
    7. Cox, John C. & Ross, Stephen A. & Rubinstein, Mark, 1979. "Option pricing: A simplified approach," Journal of Financial Economics, Elsevier, vol. 7(3), pages 229-263, September.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. David Hirshleifer & Danling Jiang, 2010. "A Financing-Based Misvaluation Factor and the Cross-Section of Expected Returns," The Review of Financial Studies, Society for Financial Studies, vol. 23(9), pages 3401-3436.
    2. Kim, Donghan & Kim, Jun Sik & Seo, Sung Won, 2018. "What options to trade and when: Evidence from seasoned equity offerings," Journal of Financial Markets, Elsevier, vol. 37(C), pages 70-96.
    3. Seiji Harikae & James S. Dyer & Tianyang Wang, 2021. "Valuing Real Options in the Volatile Real World," Production and Operations Management, Production and Operations Management Society, vol. 30(1), pages 171-189, January.
    4. Wael Bahsoun & Pawel Góra & Silvia Mayoral & Manuel Morales, 2006. "Random Dynamics and Finance: Constructing Implied Binomial Trees from a Predetermined Stationary Den," Faculty Working Papers 13/06, School of Economics and Business Administration, University of Navarra.
    5. Lambrinoudakis, Costas & Skiadopoulos, George & Gkionis, Konstantinos, 2019. "Capital structure and financial flexibility: Expectations of future shocks," Journal of Banking & Finance, Elsevier, vol. 104(C), pages 1-18.
    6. Jarno Talponen, 2013. "Matching distributions: Asset pricing with density shape correction," Papers 1312.4227, arXiv.org, revised Mar 2018.
    7. François Derrien & Ambrus Kecskés, 2009. "How Much Does Investor Sentiment Really Matter for Equity Issuance Activity?," European Financial Management, European Financial Management Association, vol. 15(4), pages 787-813, September.
    8. Lin Yuan & Xiaolin Qian & Nitin Pangarkar, 2016. "Market Timing and Internationalization Decisions: A Contingency Perspective," Journal of Management Studies, Wiley Blackwell, vol. 53(4), pages 497-519, June.
    9. Shi-jie Jiang & Mujun Lei & Cheng-Huang Chung, 2018. "An Improvement of Gain-Loss Price Bounds on Options Based on Binomial Tree and Market-Implied Risk-Neutral Distribution," Sustainability, MDPI, vol. 10(6), pages 1-17, June.
    10. Avramov, Doron & Li, Minwen & Wang, Hao, 2021. "Predicting corporate policies using downside risk: A machine learning approach," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 1-26.
    11. Tom Roberts, 2017. "A Counterfactual Valuation of the Stock Index as a Predictor of Crashes," Staff Working Papers 17-38, Bank of Canada.
    12. Roy H. Kwon & Jonathan Y. Li, 2016. "A stochastic semidefinite programming approach for bounds on option pricing under regime switching," Annals of Operations Research, Springer, vol. 237(1), pages 41-75, February.
    13. Sven Husmann & Andreas Stephan, 2007. "On estimating an asset's implicit beta," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(10), pages 961-979, October.
    14. Sirio Aramonte & Mohammad R. Jahan-Parvar & Samuel Rosen & John W. Schindler, 2022. "Firm-Specific Risk-Neutral Distributions with Options and CDS," Management Science, INFORMS, vol. 68(9), pages 7018-7033, September.
    15. Hélène Hamisultane, 2008. "Which Method for Pricing Weather Derivatives ?," Working Papers halshs-00355856, HAL.
    16. Elyas Elyasiani & Silvia Muzzioli & Alessio Ruggieri, 2016. "Forecasting and pricing powers of option-implied tree models: Tranquil and volatile market conditions," Department of Economics 0099, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    17. Constantinides, George M. & Jackwerth, Jens Carsten & Perrakis, Stylianos, 2005. "Option pricing: Real and risk-neutral distributions," CoFE Discussion Papers 05/06, University of Konstanz, Center of Finance and Econometrics (CoFE).
    18. Guidolin, Massimo & Timmermann, Allan, 2003. "Option prices under Bayesian learning: implied volatility dynamics and predictive densities," Journal of Economic Dynamics and Control, Elsevier, vol. 27(5), pages 717-769, March.
    19. Elyas Elyasiani & Luca Gambarelli & Silvia Muzzioli, 2015. "Towards a skewness index for the Italian stock market," Department of Economics 0064, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    20. Peter Ryan, 2000. "Tighter Option Bounds from Multiple Exercise Prices," Review of Derivatives Research, Springer, vol. 4(2), pages 155-188, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arp:tjssrr:2018:p:711-717. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Managing Editor (email available below). General contact details of provider: http://arpgweb.com/?ic=journal&journal=7&info=aims .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.